Megyn Kelly: I wish Bill O'Reilly defended me more

Megyn Kelly opens up in an interview about her feelings regarding fellow Fox News anchor Bill O'Reilly, saying she wishes O'Reilly had defended her more.

In an interview for More Magazine's final issue, out next week, Kelly addresses an interview O'Reilly had with Donald Trump in January, in which the Fox host did not jump in to defend his colleague as Trump railed about how he has "zero respect" for Kelly.

"I do wish that O’Reilly had defended me more in his interview with Trump. I would have defended him more," Kelly says.

Reports about a rivalry between Kelly and O'Reilly have circulated for months. Kelly, whose show airs right after O'Reilly's, has been steadily creeping up on him in the ratings, sometimes beating him. In an interview with "Late Show" host Stephen Colbert in February, Kelly seemed to swipe at Fox News colleagues who pre-tape their shows.

“I love it. I think it adds a lot to the show,” Kelly said of the importance of live TV. “If you’re not live at 9, because the shows around me are taped, you lose a lot.”

And when Colbert tried to suggest that O’Reilly and Fox News host Sean Hannity are “phoning it in,” Kelly said, “Let’s just say they tape earlier in the day, which is an advantage to us."

In the interview with More, Kelly says she doesn't particularly enjoy being the target of Trump's attacks and becoming the story, though she is grateful Fox News did not "cave" to the Republican presidential candidate.

"The result in Iowa, to the extent it damaged Trump’s fortunes, as Trump believes it did, will hopefully serve as a lesson to other politicians that they bully the media at their own peril," Kelly says. "It’s always fun to beat up on the moderators in the press — I get that — but there is a boundary one should not cross, and hopefully this helped define where it is."